Analysis of financial indices by means of the windowed Fourier transform

被引：0
|
作者：
J. Tenreiro Machado
Fernando B. Duarte
Gonçalo Monteiro Duarte
机构：
[1] Institute of Engineering,Department of Electrical Engineering
[2] Lusofona University,Faculty of Engineering and Natural Sciences
[3] Lusofona University,undefined
来源：
Signal, Image and Video Processing | 2012年 / 6卷
关键词：
Fourier transform; Windowed Fourier transform; Power law; Dynamics;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
The goal of this study is to analyze the dynamical properties of financial data series from nineteen worldwide stock market indices (SMI) during the period 1995–2009. SMI reveal a complex behavior that can be explored since it is available a considerable volume of data. In this paper is applied the window Fourier transform and methods of fractional calculus. The results reveal classification patterns typical of fractional order systems.
引用
收藏
页码：487 / 494
页数：7
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